初等双线性时间序列的平稳性

2011 16th International Conference on Methods & Models in Automation & Robotics Pub Date : 2011-09-29 DOI:10.1109/MMAR.2011.6031336

Lukasz Malinski, J. Figwer

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引用次数: 5

摘要

本文分析了由初等双线性时间序列模型得到的随机过程的平稳性。分析表明，初等双线性时间序列模型可以解释为具有时变随机参数的线性时间序列。仿真实验显示了所讨论的随机过程的一些统计矩的时间依赖性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On stationarity of elementary bilinear time-series

In the paper stationarity of random processes obtained from elementary bilinear time-series models is analysed. It is shown in the presented analysis that elementary bilinear time-series models can be interpreted as linear time-series with time varying random parameters. The analysis is illustrated by simulation experiments showing time dependencies of some statistical moments of the discussed random processes.

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2011 16th International Conference on Methods & Models in Automation & Robotics

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